+930.0%
APH vs RL
+337.1%
+592.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.3% |
| 7D | +4.9% | +2.6% | +2.3% | +4.0% |
| 30D | -5.4% | +2.9% | -8.3% | -6.4% |
| 3M | -5.5% | 0.0% | -5.5% | -5.7% |
| 6M | +25.9% | +17.1% | +8.8% | +18.2% |
| YTD | +16.4% | +10.1% | +6.2% | +11.3% |
| 1Y | +16.5% | +17.3% | -0.8% | +8.8% |
| 3Y | +270.9% | +249.3% | +21.5% | +134.9% |
| 5Y | +289.5% | +240.9% | +48.6% | +141.6% |
| All | +930.0% | +337.1% | +592.9% | +466.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling